For baking cakes and breads it is important to control the humidity in the oven. In early stages of baking one typically needs the humidity to remain in the baking chamber, which is hard to do with a gas oven. Two of the bakeries near my house use electric ovens with brick lined baking chambers; the other uses gas.
Expansion
Gas and electric ovens can be built to bake the same way if cost is not an issue. Most home gas ovens will circulate the combustion products (mainly water vapor and carbon dioxide) in the cooking chamber. As the flames burn, combustion products need to be vented out of the baking chamber. Electric ovens also need vents in the baking chamber to help maintain the pressure as the air inside expands.
Steam is essential in the initial stages of baking for good crust formation in breads and crack-free cake surfaces. The oven cavity can hold much more steam than released from the gas combustion and it is my inference that the steam content of an electric oven will be higher (I cannot find published steam measurements inside ovens). After the dough expansion, the vapor coming off of the dough or batter needs to removed quickly for browning and for the inside to cook well. The constant flow in a gas oven makes it better at that. In an electric oven a peep or two during the last baking stages will handle excess moisture.
Two bakeries near my house use electric ovens, the other, which makes excellent French baguettes, uses a gas oven. The baker there has had both electric and gas ovens and he prefers the caramelization of the gas oven. But note that he can handle the moisture problem with the steam injector of his professional gas oven. He also noted that using gas ovens require skill as they have temperature and moisture quirks.
Recipes may be adapted to either gas or electric ovens. In the US the majority of recipes are designed for the electric oven (they're more popular).
While you are correct about the basics - both a grill and an oven can roast and sear, and it doesn't really matter if the heat comes from above or below.
However, there's some subtle details:
An oven will have fine temperature control (via a thermostat).
With an outdoor grill you can impart smoke-flavors (either via
smoldering hardwood, or by burning drippings). While that's possible
with an oven, unless you have one SERIOUSLY good ventilation-system,
you shouldn't even try it.
Grills also have the advantage of being outside - cookouts are much
less fun when you and your friends are standing in your kitchen,
staring at your oven.
Best Answer
Yes, preheating warns up the entire interior of the oven which is important for keeping the air hot such as when you open the door. It helps the oven bounce back to full heat much sooner. If you don't preheat, it will take several minutes before the oven reaches proper cooking temps, and interfere with even heating.
If you want to see the difference most dramatically, bake some chocolate chips. First without any preheating and then when those are supposed the be done, do another batch and bake them for the same amount of time.
If you are baking something for an hour or more, it may not make much difference, but shorter baking times can be dramatically affected.